+2,883.7%
TSLA vs ILMN
+61.7%
+2,822.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +4.1% |
| 7D | -6.4% | -2.6% | -3.8% | -5.2% |
| 30D | -1.2% | -20.6% | +19.4% | +7.4% |
| 3M | +15.1% | +17.5% | -2.4% | +5.2% |
| 6M | -11.7% | +55.6% | -67.4% | -29.2% |
| YTD | -15.9% | +68.3% | -84.3% | -36.0% |
| 1Y | -12.0% | +81.1% | -93.1% | -35.3% |
| 3Y | +80.0% | +112.2% | -32.1% | +13.4% |
| 5Y | +10.8% | -42.6% | +53.4% | +24.3% |
| 10Y | +2,883.7% | +70.5% | +2,813.2% | +2,428.4% |
| All | +2,883.7% | +61.7% | +2,822.0% | +2,428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling